PCA Index Dashboard Examples

This script was last run at 2024-03-20 20:39:45.535234+00:00 (UTC)
In US/Central Time, this is 2024-03-20 15:39:45.535234-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897268	-0.475306	0.085857	-0.008142	0.545527	0.254633
1997-01-03	-0.885560	-0.475306	-0.155939	0.007372	0.745102	0.205475
1997-01-06	-0.881657	-0.475306	-0.064514	-0.015899	0.777978	0.269417
1997-01-07	-0.881657	-0.454481	-0.129474	-0.046928	0.837603	0.383031
1997-01-08	-0.893366	-0.454481	-0.022410	-0.085714	0.785640	0.496252
...	...	...	...	...	...	...
2024-03-13	-0.862142	-1.506122	-0.803134	1.760490	1.064888	0.153938
2024-03-14	-0.862142	-1.474885	-0.724941	1.760490	0.887820	0.499629
2024-03-15	-0.858239	-1.495710	-0.723738	1.690676	0.831834	0.578916
2024-03-18	-0.869948	-1.474885	-0.733362	1.651890	0.714548	0.682781
2024-03-19	-0.881657	-1.464473	-0.794713	1.659647	0.739123	0.558697

7190 rows × 6 columns

pc1

DATE
1997-01-02   -0.578215
1997-01-03   -0.684377
1997-01-06   -0.667276
1997-01-07   -0.703656
1997-01-08   -0.673319
                ...   
2024-03-13   -1.611239
2024-03-14   -1.594040
2024-03-15   -1.582200
2024-03-18   -1.565378
2024-03-19   -1.573091
Name: PC1, Length: 7190, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()